[R] Quantile regression for binary choice and heckit

Michal Kvasnička prgosek at gmail.com
Wed May 29 08:32:34 CEST 2013


Is there any package / code snippet to estimate quantile regression
for a binary choice model (like probit) and selection model (like
heckit)? I found that quantreg package can estimate tobit-like model,
but I can't figure out how to tweak it for probit / heckit.

Best wishes,

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